I just read
A Game of Thrones.
Let's just say that some things the show did better, some things the book did better. I've enjoyed them both so far and can't wait to get my hands on
A Clash of Kings. First thing I noticed when reading the book was that most of the characters were younger than in the show. I couldn't loose the images I had in my head of the actors and actresses either, so I still can't picture Robb as an fifteen year old boy with red hair, when he looks nothing like that in the show.
As for some specific things...
Spoiler
The introduction of the zombies was great, a very creepy moment. And that ending with Dany and the dragons. Damn, things are gonna get interesting. It was a pity that Ned had to die and I really hope Jofferey gets what is coming to him.
With only three more episodes to go, it seems unlikely that they will find the time to finish
A Game of Thrones in this season. A lot of the war can't be rushed the same way it was in the book, or else the viewers would feel cheated.